Follow
Alessio Saretto
Title
Cited by
Cited by
Year
Cross-section of option returns and volatility
A Goyal, A Saretto
Journal of Financial Economics 94 (2), 310-326, 2009
4232009
Corporate leverage, debt maturity, and credit supply: The role of credit default swaps
A Saretto, HE Tookes
The Review of Financial Studies 26 (5), 1190-1247, 2013
352*2013
Option strategies: Good deals and margin calls
P Santa-Clara, A Saretto
Journal of Financial Markets 12 (3), 391-417, 2009
2132009
Anomalies and false rejections
T Chordia, A Goyal, A Saretto
The Review of Financial Studies 33 (5), 2134-2179, 2020
152*2020
Complex securities and underwriter reputation: Do reputable underwriters produce better securities?
J Griffin, R Lowery, A Saretto
The Review of Financial Studies 27 (10), 2872-2925, 2014
872014
Does capital structure affect the behavior of nonfinancial stakeholders? An empirical investigation into leverage and union strikes
BW Myers, A Saretto
Management Science 62 (11), 3235-3253, 2016
66*2016
Predicting and pricing the probability of default
A Saretto
AFA 2006 Boston Meetings Paper, 2005
662005
Auction failures and the market for auction rate securities
JJ McConnell, A Saretto
Journal of Financial Economics 97 (3), 451-469, 2010
482010
An evaluation of alternative multiple testing methods for finance applications
CR Harvey, Y Liu, A Saretto
The Review of Asset Pricing Studies 10 (2), 199-248, 2020
182020
The agency credit spread
A Gamba, M Aranda, A Saretto
Working Paper, SSRN, http://dx. doi. org/10.2139/ssrn. 2373423, 2013
162013
Growth options and credit risk
A Gamba, A Saretto
Management Science 66 (9), 4269-4291, 2020
15*2020
How does hedge designation impact the market’s perception of credit risk?
S Anbil, A Saretto, H Tookes
Journal of Financial Stability 41, 25-42, 2019
12*2019
The agency component of credit spread
A Gamba, A Saretto
WBS Finance Group Research Paper, 2018
52018
Empirical bayes control of the false discovery exceedance
P Basu, L Fu, A Saretto, W Sun
arXiv preprint arXiv:2111.03885, 2021
42021
Why Did Auction Rate Bond Auctions Fail during 2007–2008?
B Liu, JJ McConnell, A Saretto
The Journal of Fixed Income 20 (2), 5-18, 2010
42010
Endogenous option pricing
A Gamba, A Saretto
FRB of Dallas Working Paper, 2022
32022
The trust alternative
I Chakraborty, A Saretto, M Wardlaw
Unpublished manuscript, 2015
3*2015
What Fuels the Volatility of Electricity Prices?
A Saretto, A Shcherbakova, J Lin
Available at SSRN 3324592, 2019
2019
The system can't perform the operation now. Try again later.
Articles 1–18